This research is an inter-temporal update of an empirical paper published by Essayyad et al., which is based on work of Loretan and Nardo et al. We continue to employ the same principal component technique, to construct an alternative US Dollar Index to gauge movements in currency markets. The...

Aim of the paper is to present a new model, based on multivariate statistic analyses, allowing to express a synthetic judgement on Departments activities by taking into consideration the whole set of indicators describing them both as aggregations of researchers and as University autonomous...

Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they are known to suffer major drawbacks. Among them, two are intricate : (1) they are relative to a peer's performance and (2) the best score is generally assumed to correspond to a...

This paper explains the pivotal part played by space windowing within Preliminary Data Analysis originating from MultiFactor and MultiVariate databases (PDA-MFMV). The explanation is based on the general case of a database featuring a hyperparallelepipedic structure in which the directions...

To create and sustain a competitive advantage in markets that increasingly value animal welfare attributes, meat companies need to meet public and private production standards while communicating to final consumers through their brands. Data are collected from a representative sample of 460 U.S....

<Para ID="Par1">In the past the flood design was dominated by safety oriented concepts. A design flood was chosen with the basic assumption that it defines the limit up to which a flood can be controlled completely by technical measures. Often peak values with very small probabilities are used. Thus the risk of...</para>

Ecosystem services research has become a major academic field, drawing in various academic disciplines, perspectives, and research approaches. The multifaceted concept of “ecosystem services” includes a normative component, which has strong implicit links to the notion of sustainability....

To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian process) metamodels. In multivariate Kriging we face a major problem: the covariance matrix of all responses should remain positive-definite; we...